001/* ----------------------------------------------------------------------------
002 * This file was automatically generated by SWIG (https://www.swig.org).
003 * Version 4.1.1
004 *
005 * Do not make changes to this file unless you know what you are doing - modify
006 * the SWIG interface file instead.
007 * ----------------------------------------------------------------------------- */
008
009package org.quantlib;
010
011public class IsdaCdsEngine extends PricingEngine implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected IsdaCdsEngine(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.IsdaCdsEngine_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(IsdaCdsEngine obj) {
022    return (obj == null) ? 0 : obj.swigCPtr;
023  }
024
025  protected void swigSetCMemOwn(boolean own) {
026    swigCMemOwnDerived = own;
027    super.swigSetCMemOwn(own);
028  }
029
030  @SuppressWarnings("deprecation")
031  protected void finalize() {
032    delete();
033  }
034
035  public synchronized void delete() {
036    if (swigCPtr != 0) {
037      if (swigCMemOwnDerived) {
038        swigCMemOwnDerived = false;
039        QuantLibJNI.delete_IsdaCdsEngine(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, IsdaCdsEngine.NumericalFix numericalFix, IsdaCdsEngine.AccrualBias accrualBias, IsdaCdsEngine.ForwardsInCouponPeriod forwardsInCouponPeriod) {
047    this(QuantLibJNI.new_IsdaCdsEngine__SWIG_0(DefaultProbabilityTermStructureHandle.getCPtr(probability), probability, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, numericalFix.swigValue(), accrualBias.swigValue(), forwardsInCouponPeriod.swigValue()), true);
048  }
049
050  public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, IsdaCdsEngine.NumericalFix numericalFix, IsdaCdsEngine.AccrualBias accrualBias) {
051    this(QuantLibJNI.new_IsdaCdsEngine__SWIG_1(DefaultProbabilityTermStructureHandle.getCPtr(probability), probability, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, numericalFix.swigValue(), accrualBias.swigValue()), true);
052  }
053
054  public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, IsdaCdsEngine.NumericalFix numericalFix) {
055    this(QuantLibJNI.new_IsdaCdsEngine__SWIG_2(DefaultProbabilityTermStructureHandle.getCPtr(probability), probability, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, numericalFix.swigValue()), true);
056  }
057
058  public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows) {
059    this(QuantLibJNI.new_IsdaCdsEngine__SWIG_3(DefaultProbabilityTermStructureHandle.getCPtr(probability), probability, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows), true);
060  }
061
062  public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve) {
063    this(QuantLibJNI.new_IsdaCdsEngine__SWIG_4(DefaultProbabilityTermStructureHandle.getCPtr(probability), probability, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve), true);
064  }
065
066  public final static class NumericalFix {
067    public final static IsdaCdsEngine.NumericalFix None = new IsdaCdsEngine.NumericalFix("None");
068    public final static IsdaCdsEngine.NumericalFix Taylor = new IsdaCdsEngine.NumericalFix("Taylor");
069
070    public final int swigValue() {
071      return swigValue;
072    }
073
074    public String toString() {
075      return swigName;
076    }
077
078    public static NumericalFix swigToEnum(int swigValue) {
079      if (swigValue < swigValues.length && swigValue >= 0 && swigValues[swigValue].swigValue == swigValue)
080        return swigValues[swigValue];
081      for (int i = 0; i < swigValues.length; i++)
082        if (swigValues[i].swigValue == swigValue)
083          return swigValues[i];
084      throw new IllegalArgumentException("No enum " + NumericalFix.class + " with value " + swigValue);
085    }
086
087    private NumericalFix(String swigName) {
088      this.swigName = swigName;
089      this.swigValue = swigNext++;
090    }
091
092    private NumericalFix(String swigName, int swigValue) {
093      this.swigName = swigName;
094      this.swigValue = swigValue;
095      swigNext = swigValue+1;
096    }
097
098    private NumericalFix(String swigName, NumericalFix swigEnum) {
099      this.swigName = swigName;
100      this.swigValue = swigEnum.swigValue;
101      swigNext = this.swigValue+1;
102    }
103
104    private static NumericalFix[] swigValues = { None, Taylor };
105    private static int swigNext = 0;
106    private final int swigValue;
107    private final String swigName;
108  }
109
110  public final static class AccrualBias {
111    public final static IsdaCdsEngine.AccrualBias HalfDayBias = new IsdaCdsEngine.AccrualBias("HalfDayBias");
112    public final static IsdaCdsEngine.AccrualBias NoBias = new IsdaCdsEngine.AccrualBias("NoBias");
113
114    public final int swigValue() {
115      return swigValue;
116    }
117
118    public String toString() {
119      return swigName;
120    }
121
122    public static AccrualBias swigToEnum(int swigValue) {
123      if (swigValue < swigValues.length && swigValue >= 0 && swigValues[swigValue].swigValue == swigValue)
124        return swigValues[swigValue];
125      for (int i = 0; i < swigValues.length; i++)
126        if (swigValues[i].swigValue == swigValue)
127          return swigValues[i];
128      throw new IllegalArgumentException("No enum " + AccrualBias.class + " with value " + swigValue);
129    }
130
131    private AccrualBias(String swigName) {
132      this.swigName = swigName;
133      this.swigValue = swigNext++;
134    }
135
136    private AccrualBias(String swigName, int swigValue) {
137      this.swigName = swigName;
138      this.swigValue = swigValue;
139      swigNext = swigValue+1;
140    }
141
142    private AccrualBias(String swigName, AccrualBias swigEnum) {
143      this.swigName = swigName;
144      this.swigValue = swigEnum.swigValue;
145      swigNext = this.swigValue+1;
146    }
147
148    private static AccrualBias[] swigValues = { HalfDayBias, NoBias };
149    private static int swigNext = 0;
150    private final int swigValue;
151    private final String swigName;
152  }
153
154  public final static class ForwardsInCouponPeriod {
155    public final static IsdaCdsEngine.ForwardsInCouponPeriod Flat = new IsdaCdsEngine.ForwardsInCouponPeriod("Flat");
156    public final static IsdaCdsEngine.ForwardsInCouponPeriod Piecewise = new IsdaCdsEngine.ForwardsInCouponPeriod("Piecewise");
157
158    public final int swigValue() {
159      return swigValue;
160    }
161
162    public String toString() {
163      return swigName;
164    }
165
166    public static ForwardsInCouponPeriod swigToEnum(int swigValue) {
167      if (swigValue < swigValues.length && swigValue >= 0 && swigValues[swigValue].swigValue == swigValue)
168        return swigValues[swigValue];
169      for (int i = 0; i < swigValues.length; i++)
170        if (swigValues[i].swigValue == swigValue)
171          return swigValues[i];
172      throw new IllegalArgumentException("No enum " + ForwardsInCouponPeriod.class + " with value " + swigValue);
173    }
174
175    private ForwardsInCouponPeriod(String swigName) {
176      this.swigName = swigName;
177      this.swigValue = swigNext++;
178    }
179
180    private ForwardsInCouponPeriod(String swigName, int swigValue) {
181      this.swigName = swigName;
182      this.swigValue = swigValue;
183      swigNext = swigValue+1;
184    }
185
186    private ForwardsInCouponPeriod(String swigName, ForwardsInCouponPeriod swigEnum) {
187      this.swigName = swigName;
188      this.swigValue = swigEnum.swigValue;
189      swigNext = this.swigValue+1;
190    }
191
192    private static ForwardsInCouponPeriod[] swigValues = { Flat, Piecewise };
193    private static int swigNext = 0;
194    private final int swigValue;
195    private final String swigName;
196  }
197
198}